A script is one thing, but for me such a beast has to be somehow part of the site. Seems to be a good candidate for the free nodelet and a javascript hack. let me see...

Update:
How about the following: via a button in the free nodelet one can invoke a javascript that

- calls [Recently Active Threads] in full thread mode
- builds a list of all root nodes in which the user has participated
- calls [Recently Active Threads] in Root-and-Node mode
- builds a list of all root nodes
- calculates the intersection of both lists
- prints those nodes as links to the free nodelet